Pages that link to "Item:Q799641"
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The following pages link to Probability methods for approximations in stochastic control and for elliptic equations (Q799641):
Displayed 44 items.
- Time scale decomposition in production planning for unreliable flexible manufacturing systems (Q1388899) (← links)
- Simulation of a space-time bounded diffusion (Q1578587) (← links)
- Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635) (← links)
- Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling (Q1801806) (← links)
- Optimal impulse control problems for degenerate diffusions with jumps (Q1821754) (← links)
- The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
- The solving of boundary value problems by numerical integration of stochastic equations (Q1897659) (← links)
- An effective numerical method for controlled routing in large trunk line networks (Q1897679) (← links)
- Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
- Controlled and optimally controlled multiplexing systems: A numerical exploration (Q1915942) (← links)
- Numerical method for optimal stopping of piecewise deterministic Markov processes (Q1958493) (← links)
- Optimal stopping and control of dynamic routing in networks (Q2365520) (← links)
- A survey of numerical methods for nonlinear filtering problems (Q2371190) (← links)
- Markov chain approximations to filtering equations for reflecting diffusion processes. (Q2574641) (← links)
- On the construction of \(\epsilon\)-optimal strategies in partially observed MDPs (Q2638958) (← links)
- Robustesse de la solution des problemes de filtrage avec bruit blanc independant<sup>†</sup> (Q3334723) (← links)
- NUMERICAL ANALYSIS AND SIMULATION OF RESOURCE-EXPLORATION MODELS (Q3367183) (← links)
- Optimal stopping and strong approximation theorems† (Q3429344) (← links)
- Monte Carlo methods for backward equations in nonlinear filtering (Q3625647) (← links)
- An approximation for the nonlinear filtering problem, with error bound<sup>†</sup> (Q3681661) (← links)
- Approximate and limit results for nonlinear filters with wide bandwith observation noise (Q3727067) (← links)
- Discrete approximation of nonlinear filtering for stochastic delay equations (Q3780977) (← links)
- Semi-discretization of stochastic partial differential equations on r<sup>d</sup>by a Finite-element Technique A. Germani (Q3782531) (← links)
- Bellman inequalities in markov decision deterministic drift processes (Q3786304) (← links)
- Nearly optimal control of queues in heavy traffic with heterogeneous servers (Q3827369) (← links)
- A robust discrete state approximation to the optimal nonlinear filter for a diffusiont (Q3854388) (← links)
- Stochastic partial differential equations and filtering of diffusion processes (Q3859047) (← links)
- Optimal bang-bang control of partially observable stochastic systems† (Q3903610) (← links)
- Computation of nash equilibrium pairs of a stochastic differential game (Q3948967) (← links)
- Continuous time markov decision processes with interventions (Q3964342) (← links)
- The homicidal chauffeur game-a Stochastic Model (Q3964426) (← links)
- Contr�le de processus alternants et applications (Q4162232) (← links)
- Observer design for discrete and continuous non-linear stochastic systems (Q4278260) (← links)
- Domain decomposition algorithms for solving hamilton-jacobi-bellman equations (Q4293290) (← links)
- Optimal stopping and control with two kinds of boundary conditions: application to dynamic routeing in networks (Q4294388) (← links)
- Numerical solution to a stochastic interception problem (Q4315431) (← links)
- (Q4338419) (← links)
- Convergence of the Critical Price In the Approximation of American Options (Q4372008) (← links)
- CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup> (Q4372039) (← links)
- An approximation scheme for the optimal control of diffusion processes (Q4698679) (← links)
- Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (Q4730556) (← links)
- A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
- Numerical approximations for nonlinear stochastic systems with delays (Q5704544) (← links)
- Real (investment) options with multiple sources of rare events (Q5953352) (← links)